TL;DR: Secrets have an answer which you’re meant to discover. Mysteries OTOH are meant to be interpreted (and they suggest are usually easy to find). “Who killed JR?” might be a secret (or it might not). But why they did it might be a mystery (or it might not). They suggest mysteries foster discussion, so they’re potentially a tool for giving people something to do in-game, and between games (if you want to promote the latter).